+76.5%
XOP vs DRI
+76.5%
0.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -10.0% | +3.1% | -13.1% | -10.7% |
| 30D | -9.1% | +16.2% | -25.3% | -12.3% |
| 3M | +5.1% | +8.4% | -3.3% | +2.7% |
| 6M | +6.4% | +19.0% | -12.6% | +1.0% |
| YTD | +39.7% | +28.8% | +10.9% | +28.2% |
| 1Y | +37.2% | +33.1% | +4.1% | +24.3% |
| 3Y | +37.6% | +70.8% | -33.1% | +13.3% |
| 5Y | +76.5% | +74.2% | +2.3% | +49.3% |
| All | +76.5% | +76.5% | 0.0% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling